WisdomTree Trust (Mexico) Performance
| HEDJ Etf | MXN 1,007 60.61 6.40% |
The entity maintains a market beta of 0.58, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, WisdomTree Trust's returns are expected to increase less than the market. However, during the bear market, the loss of holding WisdomTree Trust is expected to be smaller as well.
Risk-Adjusted Performance
Solid
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in WisdomTree Trust are ranked lower than 18 (%) of all global equities and portfolios over the last 90 days. In spite of fairly weak basic indicators, WisdomTree Trust showed solid returns over the last few months and may actually be approaching a breakup point. ...more
WisdomTree |
WisdomTree Trust Relative Risk vs. Return Landscape
If you would invest 86,076 in WisdomTree Trust on November 28, 2024 and sell it today you would earn a total of 14,624 from holding WisdomTree Trust or generate 16.99% return on investment over 90 days. WisdomTree Trust is generating 0.2683% of daily returns and assumes 1.1684% volatility on return distribution over the 90 days horizon. Simply put, 10% of etfs are less volatile than WisdomTree, and 95% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
WisdomTree Trust Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for WisdomTree Trust's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as WisdomTree Trust , and traders can use it to determine the average amount a WisdomTree Trust's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.2297
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | HEDJ | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 1.17 actual daily | 10 90% of assets are more volatile |
Expected Return
| 0.27 actual daily | 5 95% of assets have higher returns |
Risk-Adjusted Return
| 0.23 actual daily | 18 82% of assets perform better |
Based on monthly moving average WisdomTree Trust is performing at about 18% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of WisdomTree Trust by adding it to a well-diversified portfolio.
About WisdomTree Trust Performance
Evaluating WisdomTree Trust's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if WisdomTree Trust has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if WisdomTree Trust has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.